Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119): Difference between revisions

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-Marc Yor
@@ Property / author: Marc Yor / rank @@
-Normal rank
@@ Property / author @@
-Martijn R. Pistorius
@@ Property / author: Martijn R. Pistorius / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11579-014-0117-1
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+W3123750058
@@ Property / OpenAlex ID: W3123750058 / rank @@
+Normal rank
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+Coherent Measures of Risk
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+TENOR SPECIFIC PRICING
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@@ links / mardi / name / links / mardi / name @@
+Publication:468119